Im not sure, its a good question to be honest!

I just get worried incase I loose everything :eek:

My host backsup every 2-3 days,so i don't really need to worry about it,I think i'll do a backup myself now and again tho just to be on the safe side.

how do you backup other non-database files?

In the vBulletin Options section, there is a backup xml files, but you have to click each manually.
I need to backup other script files, how do I do?

I know I could ftp files, but when I restore them, what kind of permission chmod should I use?

To backup the files on the server, simply download them to your PC. Also, there's no need to export product XMLs, as the data is contained within the database.

If your using cpanel or some of the other control panels, cpanel backs up everything pertaining to said account, from db's to php files to htaccess files etc, they will all be placed in the same gz ot tgz'd file.

Typically most files will have the correct permissions they had when you ftp them back to the server.